Brownian functionals and applications

Hida's theory of generalized Brownian functionals is surveyed with the applications to: (1) stochastic partial differential equations, (2) Feynman integral, (3) an extension of Itô's lemma, and (4) infinite dimensional Fourier transform.This article is based on the lectures delivered at the Department of Mathematics, University of Texas at Austin during July 6–10, 1981. The author is grateful to the department, especially, Professor Klaus R. Bichteler, for the invitation and the hispitality.Research supported by NSF grant MCS-8100728.     

Asymptotic normality of finite Fourier transforms of stationary generalized processes

This paper indicates a mixing condition under which a net of Fourier transforms, of a stationary generalized process over an abelian locally compact group, has a limiting normal distribution.     

On the conditioned exit measures of super Brownian motion

In this paper we present a martingale related to the exit measures of super Brownian motion. By changing measure with this martingale in the canonical way we have a new process associated with the conditioned exit measure. This measure is shown to be identical to a measure generated by a non-homogeneous branching particle system with immigration of mass. An application is given to the problem of conditioning the exit measure to hit a number of specified points on the boundary of a domain. The results are similar in flavor to the “immortal particle” picture of conditioned super Brownian motion but more general, as the change of measure is given by a martingale which need not arise from a single harmonic function. Received: 27 August 1998 / Revised version: 8 January 1999     

Application of fast spherical Fourier transform to density estimation

This paper is on density estimation on the 2-sphere, S², using the orthogonal series estimator corresponding to spherical harmonics. In the standard approach of truncating the Fourier series of the empirical density, the Fourier transform is replaced with a version of the discrete fast spherical Fourier transform, as developed by Driscoll and Healy. The fast transform only applies to quantitative data on a regular grid. We will apply a kernel operator to the empirical density, to produce a function whose values at the vertices of such a grid will be the basis for the density estimation. The proposed estimation procedure also contains a deconvolution step, in order to reduce the bias introduced by the initial kernel operator. The main issue is to find necessary conditions on the involved discretization and the bandwidth of the kernel operator, to preserve the rate of convergence that can be achieved by the usual computationally intensive Fourier transform. Density estimation is considered in L²(S²) and more generally in Sobolev spaces H_v(S²), any v?0, with the regularity assumption that the probability density to be estimated belongs to H_s(S²) for some s>v. The proposed technique to estimate the Fourier transform of an unknown density keeps computing cost down to order O(n), where n denotes the sample size.     

On the Fourier transform of distributions and differential operators in Clifford analysis

In Brackx et al., 2004 (F. Brackx, R. Delanghe and F. Sommen (2004). Spherical means and distributions in Clifford analysis. In: Tao Qian, Thomas Hempfling, Alan McIntosch and Frank Sommen (Eds.), Advances in Analysis and Geometry: New Developments Using Clifford Algebra, Trends in Mathematics, pp. 65–96. Birkhäuser, Basel.), some fundamental higher dimensional distributions have been reconsidered within the framework of Clifford analysis. Here, the Fourier transforms of these distributions are calculated, revealing a.o. the Fourier symbols of some important translation invariant (convolution) operators, which can be interpreted as members of the considered families. Moreover, these results are the incentive for calculating the Fourier symbols of some differential operators which are at the heart of Clifford analysis, but do not show the property of translation invariance and hence, can no longer be interpreted as convolution operators.     

On the spectra of a Cantor measure

We analyze all orthonormal bases of exponentials on the Cantor set defined by Jorgensen and Pedersen in J. Anal. Math. 75 (1998) 185-228. A complete characterization for all maximal sets of orthogonal exponentials is obtained by establishing a one-to-one correspondence with the spectral labelings of the infinite binary tree. With the help of this characterization we obtain a sufficient condition for a spectral labeling to generate a spectrum (an orthonormal basis). This result not only provides us an easy and efficient way to construct various of new spectra for the Cantor measure but also extends many previous results in the literature. In fact, most known examples of orthonormal bases of exponentials correspond to spectral labelings satisfying this sufficient condition. We also obtain two new conditions for a labeling tree to generate a spectrum when other digits (digits not necessarily in {0,1,2,3}) are used in the base 4 expansion of integers and when bad branches are allowed in the spectral labeling. These new conditions yield new examples of spectra and in particular lead to a surprizing example which shows that a maximal set of orthogonal exponentials is not necessarily an orthonormal basis.     

Carleson measures and the generalized Campanato spaces of vector-valued martingales

In this paper, the so-called(p, φ)-Carleson measure is introduced and the relationship between vector-valued martingales in the general Campanato spaces Lp,φ(X) and the(p, φ)-Carleson measures is investigated. Specifically, it is proved that for q ∈ [2, ∞), the measure dμ := ||dfk||~qdP ? dm is a(q, φ)-Carleson measure on ? × N for every f ∈ L_q,φ(X)if and only if X has an equivalent norm which is q-uniformly convex; while for p ∈(1, 2], the measure dμ :=||dfk||~pdP ? dm is a(p, φ)-Carleson measure on ? × N implies that f ∈ L_p,φ(X)if and only if X admits an equivalent norm which is p-uniformly smooth. This result extends an earlier result in the literature from BMO spaces to general Campanato spaces.     

Maximal and fractional integral operators on generalized Morrey spaces over metric measure spaces

We establish the boundedness and weak boundedness of the maximal operator and generalized fractional integral operators on generalized Morrey spaces over metric measure spaces without the assumption of the growth condition on μ. The results are generalization and improvement of some known results. We also give the vector‐valued boundedness. Moreover we prove the independence of the choice of the parameter in the definition of generalized Morrey spaces by using the geometrically doubling condition in the sense of Hytönen.     

On collision local time of two independent fractional ornstein-uhlenbeck processes

In this article, we study the existence of collision local time of two independent d-dimensional fractional Ornstein-Uhlenbeck processes X_t~(H_1)and _t~(H_2),with different parameters H_i∈(0, 1), i = 1, 2. Under the canonical framework of white noise analysis,we characterize the collision local time as a Hida distribution and obtain its' chaos expansion.     

A CLT concerning critical points of random functions on a Euclidean space

We prove a central limit theorem concerning the number of critical points in large cubes of an isotropic Gaussian random function on a Euclidean space.     

On the images of Sobolev spaces under the heat kernel transform on the Heisenberg group

The aim of this paper is to obtain certain characterizations for the image of a Sobolev space on the Heisenberg group under the heat kernel transform. We give three types of characterizations for the image of a Sobolev space of positive order $H^m(\mathbb {H}^n), m\in \mathbb {N}^n,$ under the heat kernel transform on $\mathbb {H}^n,$ using direct sum and direct integral of Bergmann spaces and certain unitary representations of $\mathbb {H}^n$ which can be realized on the Hilbert space of Hilbert‐Schmidt operators on $L^2(\mathbb {R}^n).$ We also show that the image of Sobolev space of negative order $H^{-s}(\mathbb {H}^n), s(>0) \in \mathbb {R}$ is a direct sum of two weighted Bergman spaces. Finally, we try to obtain some pointwise estimates for the functions in the image of Schwartz class on $\mathbb {H}^n$ under the heat kernel transform.     

Law of large numbers for weighted inductive means in a Hadamard space

We first study the law of large numbers for weighted inductive means of independent identically distributed random variables taking values in a Hadamard space. Secondly, we give a sharp asymptotic estimate for the limit of (non‐weighed) inductive means for the p‐Schatten class.     

The fast Fourier transform and the numerical solution of one-dimensional boundary integral equations

Summary Here we present a fully discretized projection method with Fourier series which is based on a modification of the fast Fourier transform. The method is applied to systems of integro-differential equations with the Cauchy kernel, boundary integral equations from the boundary element method and, more generally, to certain elliptic pseudodifferential equations on closed smooth curves. We use Gaussian quadratures on families of equidistant partitions combined with the fast Fourier transform. This yields an extremely accurate and fast numerical scheme. We present complete asymptotic error estimates including the quadrature errors. These are quasioptimal and of exponential order for analytic data. Numerical experiments for a scattering problem, the clamped plate and plane estatostatics confirm the theoretical convergence rates and show high accuracy.     

Decomposability in the space of HKP‐integrable functions

In this paper we introduce the notion of decomposability in the space of Henstock‐Kurzweil‐Pettis integrable (for short HKP‐integrable) functions. We show representations theorems for decomposable sets of HKP‐integrable or Henstock integrable functions, in terms of the family of selections of suitable multifunctions.     

Central limit theorem and weak law of large numbers with rates for martingales in Banach spaces

This paper is concerned with large-$\text{O}$ error estimates concerning convergence in distribution as well as norm convergence for Banach space-valued martingale difference sequences. Indeed, two general limit theorems equipped with rates of convergence for such difference sequences are established. Applications of these lead to the central limit theorem and the weak law of large numbers with rates for Banach space-valued martingales.